339 citations · 551 across the 39 of their papers we have counts for
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stat.ME2015
Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes
Błażej Miasojedow, Wojciech Niemiro
Rao and Teh (2013) introduced an efficient MCMC algorithm for sampling from the posterior distribution of a hidden Markov jump process. The algorithm is based on the idea of sampli…
stat.CO2015★ 3 cited
Particle Gibbs algorithms for Markov jump processes
Blazej Miasojedow, Wojciech Niemiro
In the present paper we propose a new MCMC algorithm for sampling from the posterior distribution of hidden trajectory of a Markov jump process. Our algorithm is based on the idea…